首页   按字顺浏览 期刊浏览 卷期浏览 The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis

 

作者: Jian-Shen Chen,   RobertI. Jennrich,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1996)
卷期: Volume 91, issue 435  

页码: 993-998

 

ISSN:0162-1459

 

年代: 1996

 

DOI:10.1080/01621459.1996.10476969

 

出版商: Taylor & Francis Group

 

关键词: Constrained optimization;Diagnostics;Differential equations;Likelihood ratio intervals;Linear approximation intervals;Profile likelihood;Profiletplot;Transformations

 

数据来源: Taylor

 

摘要:

We investigate a natural extension of the profiletplot of Bates and Watts to a general parametric functiong(θ) of the parameters θ in a general maximum likelihood analysis. Although the basic purpose of the extension, called the signed root deviance profile (SRDP), is to construct likelihood ratio (LR) confidence intervals forg(θ), it has various other applications that significantly extend its usefulness. The tangent to the plot of the SRDP at the maximum likelihood estimate ĝ ofg(θ) gives the linear approximation (LA) interval based on the observed information matrix. The plot may be used as a diagnostic tool to compare LA and LR intervals and to suggest transformations ofg(θ) whose LA intervals when inverted are close to the LR intervals forg(θ). The standard way to construct any profile is through repeated optimizations, but problems associated with nonlinear constraints can make this difficult. An alternative method based on integration is presented that avoids these problems. An example and a simulation study are given to illustrate the proposed methods.

 

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